Jobs NYC

Monitor risk levels in Equity Arbitrage, Credit, and Systematic portfolios against guidelines and present accurate and exhaustive views of portfolio exposures. Perform PnL attribution and track profitability across various strategies in various business lines. Proactively engage with Portfolio Managers (PMs) to avoid and resolve any possible risk guideline overages against pre-defined guidelines. Offer PMs suggestions for portfolio and individual trade hedging. Research and test new quantitative ideas to measure risk in Equity Arbitrage, Credit, and Systematic portfolios. Develop data analytical tools and build infrastructure for portfolio risk management and the Risk team. Design and improve methodologies for stress testing, volatility measurement, and PNL explanation across strategies, products, geographies, and asset classes. Refine existing infrastructures and streamline implementation of factor modeling and cluster analysis to evaluate trading strategies. Generate bespoke reports to highlight deal completion hurdles for Merger Arbitrage investments. Enhance existing reporting suite within Equity Arbitrage, Credit, and Systematic business lines for concise Risk and PnL reporting using advanced data visualization and interactive tools. Maintain existing and create new quantitative analyses, reports, and interactive applications used for Credit, Equity Arbitrage, and Systematic strategies. Conduct analyses focused on portfolio construction, deep attribution, hedging and other areas. Work with other team members to improve the overall risk infrastructure. Improve and streamline existing code base. Evaluate and validate risk framework for Equity Arbitrage, Credit, and Systematic business lines. Identify weaknesses in existing risk models to enhance model robustness. Research innovative measures and techniques to expand risk analysis. Generate and deliver reports to senior management and PMs. Aggregate information from a variety of sources to create risk reports representing risk guideline usage, PnL attribution, portfolio construction, and idiosyncratic risk exposure for Credit, Equity Arbitrage, and Systematic business lines. Deliver daily PnL attribution for Equity Arbitrage and Systematic business lines. Create interactive versions of existing reports and analyses. Create bespoke custom application for data visualization and analysis. Collaborate with PMs and technology team to provide ongoing support on various projects. Work with PMs to ensure high quality modeling and respond to their inquiries for model upgrades or mandate expansion. Partner with technology team to convert prototypes into production and continuously enhance code efficiency. Respond to bespoke requests from portfolio managers for further and deeper analysis, including the removal of outliers, drilldowns into the drivers of specific results, and “what if” analysis. Work with financial mathematics, econometrics, and cross-sectional regression; statistics, optimization, linear algebra, machine learning, and data visualization; Fixed Income, FX, Equity, Credit, and derivatives modeling; Python, including numpy, pandas, scipy, sklearn, streamlit, plotly, and matplotlib; SQL; Bloomberg; Snowflake; risk management; quantitative finance, including portfolio construction and risk analytics; global markets; and, asset classes, including equities, derivatives (equity and credit), credit, and FX.Requirements: Masters’s degree in Finance, Mathematics, or a related field of study, plus two (2) years of experience with financial mathematics, econometrics, and cross-sectional regression; statistics, optimization, linear algebra, machine learning, and data visualization; Fixed Income, FX, Equity, Credit, and derivatives modeling; Python, including numpy, pandas, scipy, sklearn, streamlit, plotly, and matplotlib; SQL; Bloomberg; Snowflake; risk management; quantitative finance, including portfolio construction and risk analytics; global markets; and, asset classes, including equities, derivatives (equity and credit), credit, and FX. Alternatively, the employer will accept a Bachelor’s degree in Finance, Mathematics, or a related field of study, plus five (5) years of experience with financial mathematics, econometrics, and cross-sectional regression; statistics, optimization, linear algebra, machine learning, and data visualization; Fixed Income, FX, Equity, Credit, and derivatives modeling; Python, including numpy, pandas, scipy, sklearn, streamlit, plotly, and matplotlib; SQL; Bloomberg; Snowflake; risk management; quantitative finance, including portfolio construction and risk analytics; global markets; and, asset classes, including equities, derivatives (equity and credit), credit, and FX. Salary is $230,000.00 per year.Email resume to HRRecruiting@bamfunds.com or mail resume to Hannah Ogren, Balyasny Asset Management, LP, 444 West Lake Street, 50th Floor, Chicago, IL 60606. Must Ref# AL30BAMNY. No phone calls.

Minimum Salary: 230000 Maximum Salary: 230000 Salary Unit: Yearly